bayesreg: Bayesian Regression Models with Continuous Shrinkage Priors

Fits linear or logistic regression model using Bayesian continuous shrinkage prior distributions. Handles ridge, lasso, horseshoe and horseshoe+ regression with logistic, Gaussian, Laplace or Student-t distributed targets.

Getting started

Package details

AuthorDaniel F. Schmidt and Enes Makalic
MaintainerDaniel F. Schmidt <[email protected]>
Package repositoryView on CRAN
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bayesreg documentation built on May 29, 2017, 12:59 p.m.